Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47374.0 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45979.09 Kr¶

PnL: ---------------------------------------> -909.48 Kr¶

DD now: ---------------------------------> -2.583 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 10:07:30.839196'

Anic Portfolio¶

Today¶

Return: -1.111 %¶

This Week¶

Return: -0.335 %¶

Total¶

Return: 55.09 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -2.620000 2737.000000 101.000000 3.830000 2636.000010
Beijer Electronics Group 26 -2.810000 3057.600000 86.600000 2.910000 2971.000006
FM Mattsson Mora Group B 50 -0.170000 3000.000000 73.000000 2.490000 2927.000000
Corem Property Group B 59 -0.740000 633.070000 56.070000 9.720000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -5.050000 402.200000 47.200000 13.300000 355.000000
OEM International B 7 -1.370000 553.700000 25.700000 4.870000 527.999997
SAAB B 8 0.000000 3401.600000 24.600000 0.730000 3377.000000
Norva24 Group 16 -1.290000 564.800000 21.800000 4.010000 543.000000
HMS Networks 2 -2.870000 690.800000 17.800000 2.640000 673.000000
MedCap 2 -2.240000 436.000000 15.000000 3.560000 421.000000
Eastnine 4 -0.470000 505.600000 14.600000 2.970000 491.000000
Intrum 4 -2.060000 541.400000 14.400000 2.730000 527.000000
Coor Service Management Hold. 8 -1.020000 546.000000 14.000000 2.630000 532.000000
Boozt 12 -3.340000 1665.600000 11.600000 0.700000 1653.999996
Samhällsbyggnadsbo. i Norden D 12 -2.990000 249.120000 3.120000 1.270000 246.000000
Fastighetsbolag. Emilshus Pref 21 -0.740000 564.900000 2.900000 0.520000 562.000005
AcadeMedia 12 -1.900000 558.240000 1.240000 0.220000 557.000004
Creaspac SPAC 6 -0.210000 577.800000 0.800000 0.140000 577.000002
Swedbank A 3 -0.480000 564.450000 0.450000 0.080000 564.000000
Securitas B 6 -0.900000 569.160000 -0.840000 -0.150000 570.000000
Handelsbanken A 5 0.600000 544.250000 -1.750000 -0.320000 546.000000
Resurs Holding 22 -1.220000 572.220000 -1.780000 -0.310000 573.999998
Essity B 2 0.180000 571.200000 -2.800000 -0.490000 574.000000
Essity A 4 0.000000 1144.000000 -5.000000 -0.440000 1149.000000
Karnov Group 9 0.000000 528.300000 -7.700000 -1.440000 536.000004
CTEK 13 -2.800000 518.700000 -15.300000 -2.870000 533.999999
Midsona B 63 -1.320000 567.000000 -16.000000 -2.740000 582.999984
Nordea Bank Abp 29 -0.810000 3411.560000 -42.440000 -1.230000 3453.999992
Vivesto 1368 -0.910000 564.710000 -48.290000 -7.880000 612.999432
International Petroleum Corp. 5 -3.030000 543.500000 -51.070000 -8.590000 594.565215
Sampo Oyj SDB 7 -0.090000 3734.500000 -115.500000 -3.000000 3850.000000
Axfood 13 -0.720000 3602.300000 -153.700000 -4.090000 3756.000001
OX2 18 -1.710000 1501.200000 -162.800000 -9.780000 1663.999992
Fasadgruppen Group 35 0.910000 3479.000000 -332.000000 -8.710000 3810.999990
Ovzon 52 -3.660000 2875.600000 -486.400000 -14.470000 3361.999992
TOTAL 45977.080000 -911.490000 -2.58668% 46888.564618

Updated:¶

'2023-01-19 10:07:06.324090'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶